The Bourne Identity
In The Bourne Identity, Nicky is introduced as an employee at the Treadstone Paris safehouse. Undercover as a student in Paris she is the field operative coordinating logistical operations and monitoring the mental health of the agents. Bourne follows Alexander Conklin to a safehouse, with Parsons and Conklin in it. When Bourne meets Conklin, he begins to remember his last mission. He tells Conklin that he is leaving Treadstone and to not try to find him. He then realizes Conklin silently triggered an alarm and has backup on the way. Bourne knocks him unconscious. Before he leaves he stares at Nicky like he doesn't know her, leaves her unharmed, and has a shootout with several CIA agents, and escapes into the night.
The Bourne Supremacy
In The Bourne Supremacy, Bourne is framed for killing two men and stealing the "Neski files", a document that the CIA paid three million dollars for. In Amsterdam, Pamela Landy meets up with Nicky to persuade her to help them capture Bourne. Bourne arranges to meet Nicky at the Alexanderplatz, where he uses a crowded anti-capitalist protest to evade surveillance. He then kidnaps and interrogates her, discovering that Ward Abbott was, in fact, the head of Treadstone, not Conklin. Bourne's flashbacks of Neski's assassination at the Brecker Hotel return, but Nicky knows nothing about it. Upon hearing their conversation over Nicky's transmitter, Landy begins to believe that Bourne is being framed. To the surprise of Landy and Abbott, Bourne lets Nicky go unharmed after interrogating her.
In an alternate version of the script Nicky had many more scenes and was even in the alternate ending. In the alternate script it was somewhat implied that Bourne and Nicky may have had some sort of relationship. In the alternate ending Nicky is seen sitting outside of Bourne's hospital room.
The Bourne Ultimatum
In The Bourne Ultimatum, Pamela Landy is asked to help capture Bourne by Noah Vosen. With Landy's help, Vosen and his team realize that Neil Daniels is Simon Ross's source. They decide to send a team to Daniels's office in Madrid, but Bourne arrives first, attacking the CIA team while they secure the office. While Bourne finishes his attack, Nicky Parsons enters the office. Nicky tells him that Daniels fled to Tangier and helps him to escape the CIA reinforcements by telling Vosen that Bourne had already left the office. Bourne calls the police to report the sound of gunfire; they arrive just as the second CIA team piles out of their vehicles, guns drawn, in front of the office. When Bourne asks Nicky why she is helping him, Nicky only hints vaguely that they may have had a much more intimate relationship before Bourne's amnesia. While in Tangier, they realize the CIA has sent assassin Desh Bouksani for Daniels. Nicky uses her official clearance access to send Desh a message, telling him to meet her for a new phone. This allows Bourne to follow Desh to his target. When Vosen realizes Nicky's deceit he orders Desh to kill Nicky and Bourne after terminating Daniels. Landy is outraged at Vosen's willingness to indiscriminately kill CIA personnel and quits the operation.Bourne follows Desh and accidentally places Daniels in danger, who dies from Desh's planted bomb. When Desh returns for Nicky, Bourne outruns the Tangier police and fights Desh, eventually strangling him with a towel. Bourne sends Nicky into hiding, where she is last seen by Bourne, boarding a bus.
A few days later, Nicky sees a news report noting the exposure of Operation Blackbriar, the arrests of Dr. Albert Hirsch and Vosen, that CIA Director Ezra Kramer is the subject of a United States Senate hearing regarding his conduct, and that David Webb, a.k.a. Jason Bourne, was shot and fell into the East River. The report notes that after a three-day search, Bourne's body is yet to be found: at which Nicky smiles, knowing that Bourne escaped, and the movie ends.
As of the end of Ultimatum the whereabouts of Nicky are unknown.
A long haired Nicky Parsons appears briefly at the beginning of the film and is the impetus for getting Bourne back on the grid by sharing with him files necessary in understanding what happened to his father and what role he played in Jason's career. Nicky Parsons is later shot to death by an asset of the CIA during a Motorcycle chase in Athens Greece.